Bridging multiple edges at a time
F in blender creates one face. So when you have many edges selected at once you are creating one large Ngon, not what you want to do.

You are looking for blender's bridge edge loops tool. In edit mode from the 3D view header Mesh > Edges > Bridge Edge Loops. Or quicker through keyboard shortcuts CtrlE L.

After running the bridge edge loops tool you will get more options in the operator part of the tool shelf.


One of the most important is the Twist, if you get edges that are crossing over each other like in the image below, then just change the number till the offset is correct.